url="http://www4.army.mil/AMP/podcast/CavRoundup/2007/01/CavRoundup_070124.mp3"
but none of them allowed me to right click with a "save target as" option.
For some reason your seeing source code.
If you copy and paste the link without the quotes in your browser address line, it should play:
http://www4.army.mil/AMP/podcast/CavRoundup/2007/01/CavRoundup_070124.mp3